+1,761.8%
ASML vs TNA
+76.8%
+1,685.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.4% |
| 7D | +6.0% | +4.1% | +1.9% | +4.5% |
| 30D | +1.4% | -7.6% | +9.0% | +4.1% |
| 3M | +1.0% | +8.1% | -7.0% | -1.6% |
| 6M | +37.0% | +49.0% | -12.0% | +19.5% |
| YTD | +65.8% | +51.7% | +14.0% | +43.1% |
| 1Y | +123.1% | +59.6% | +63.5% | +87.1% |
| 3Y | +188.2% | +118.9% | +69.3% | +94.9% |
| 5Y | +115.6% | -19.2% | +134.8% | +83.9% |
| 10Y | +1,761.8% | +77.2% | +1,684.6% | +939.3% |
| All | +1,761.8% | +76.8% | +1,685.1% | +939.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling